Optimization is a common method to improve the performance of a stock portfolio. However, it was unclear what performance to expect for a risk switch (RS) strategy and a moving average adjusted long only momentum (MA MOM) strategy as a benchmark. The research question was: how does a RS strategy with optimized portfolios perform in comparison to equal weights and to a benchmark for U.S. stocks? In this study, high Betas during winter and low Idiosyncratic Volatility during summer were computed to construct the RS portfolios. The computations required to consider a capital asset price model, Sharpe ratios, Efficient Frontier, F-test next to others. I find in this study that an optimization was only most profitable for a RS strategy, with a percentile range of rRS [0.56; 2.52% per month] during 2009 until 2019, and for Dow Jones Industrial Average stock market data. The findings are relevant for investors and portfolio managers who optimize portfolios and are interested to apply a RS or a MA MOM strategy.